From 4f670b750af5c11e1eac16d9cd8556455f89f46a Mon Sep 17 00:00:00 2001 From: Juan Marín Noguera Date: Fri, 16 May 2025 22:18:44 +0200 Subject: Changed layout for more manageable volumes --- vol2/3.2.2.lyx | 834 +++++++++++++++++++++++++++++++++++++++++++++++++++++++++ 1 file changed, 834 insertions(+) create mode 100644 vol2/3.2.2.lyx (limited to 'vol2/3.2.2.lyx') diff --git a/vol2/3.2.2.lyx b/vol2/3.2.2.lyx new file mode 100644 index 0000000..173f721 --- /dev/null +++ b/vol2/3.2.2.lyx @@ -0,0 +1,834 @@ +#LyX 2.4 created this file. For more info see https://www.lyx.org/ +\lyxformat 620 +\begin_document +\begin_header +\save_transient_properties true +\origin unavailable +\textclass book +\begin_preamble +\input defs +\end_preamble +\use_default_options true +\maintain_unincluded_children no +\language english +\language_package default +\inputencoding utf8 +\fontencoding auto +\font_roman "default" "default" +\font_sans "default" "default" +\font_typewriter "default" "default" +\font_math "auto" "auto" +\font_default_family default +\use_non_tex_fonts false +\font_sc false +\font_roman_osf false +\font_sans_osf false +\font_typewriter_osf false +\font_sf_scale 100 100 +\font_tt_scale 100 100 +\use_microtype false +\use_dash_ligatures true +\graphics default +\default_output_format default +\output_sync 0 +\bibtex_command default +\index_command default +\float_placement class +\float_alignment class +\paperfontsize default +\spacing single +\use_hyperref false +\papersize default +\use_geometry false +\use_package amsmath 1 +\use_package amssymb 1 +\use_package cancel 1 +\use_package esint 1 +\use_package mathdots 1 +\use_package mathtools 1 +\use_package mhchem 1 +\use_package stackrel 1 +\use_package stmaryrd 1 +\use_package undertilde 1 +\cite_engine basic +\cite_engine_type default +\biblio_style plain +\use_bibtopic false +\use_indices false +\paperorientation portrait +\suppress_date false +\justification true +\use_refstyle 1 +\use_formatted_ref 0 +\use_minted 0 +\use_lineno 0 +\index Index +\shortcut idx +\color #008000 +\end_index +\secnumdepth 3 +\tocdepth 3 +\paragraph_separation indent +\paragraph_indentation default +\is_math_indent 0 +\math_numbering_side default +\quotes_style english +\dynamic_quotes 0 +\papercolumns 1 +\papersides 1 +\paperpagestyle default +\tablestyle default +\tracking_changes false +\output_changes false +\change_bars false +\postpone_fragile_content false +\html_math_output 0 +\html_css_as_file 0 +\html_be_strict false +\docbook_table_output 0 +\docbook_mathml_prefix 1 +\end_header + +\begin_body + +\begin_layout Standard +\begin_inset ERT +status open + +\begin_layout Plain Layout + + +\backslash +rexerc1[12] +\end_layout + +\end_inset + +In practice, + we form random numbers using +\begin_inset Formula $X_{n+1}=(aX_{n}+c)\bmod m$ +\end_inset + +, + where the +\begin_inset Formula $X$ +\end_inset + +'s are +\emph on +integers +\emph default +, + afterwards treating them as the +\emph on +fractions +\emph default + +\begin_inset Formula $U_{n}=X_{n}/m$ +\end_inset + +. + The recurrence relation for +\begin_inset Formula $U_{n}$ +\end_inset + + is actually +\begin_inset Formula +\[ +U_{n+1}=(aU_{n}+c/m)\bmod1. +\] + +\end_inset + +Discuss the generation of random sequences using this relation +\emph on +directly +\emph default +, + by making use of floating point arithmetic on the computer. +\end_layout + +\begin_layout Standard +\begin_inset ERT +status open + +\begin_layout Plain Layout + + +\backslash +answer +\end_layout + +\end_inset + +Despite the appeal of the idea for simplicity, + there is the problem of precision, + as the computer needs to be able to represent numbers as high as +\begin_inset Formula $a$ +\end_inset + + (almost) with a precision of +\begin_inset Formula $1/m$ +\end_inset + +; + otherwise some numbers would be truncated and the period would be smaller than expected. + Also, + there might be issues due to rounding if +\begin_inset Formula $m$ +\end_inset + + is not a divisor of a power of the computer's base (i.e. + 2, + or in some old computers 10), + but if it is, + then it's just faster to use integer arithmetic. +\end_layout + +\begin_layout Standard +\begin_inset ERT +status open + +\begin_layout Plain Layout + + +\backslash +rexerc2[M20] +\end_layout + +\end_inset + +A good source of random numbers will have +\begin_inset Formula $X_{n-1}X_{n+1}$ +\end_inset + +. +\end_layout + +\begin_layout Standard +\begin_inset ERT +status open + +\begin_layout Plain Layout + + +\backslash +exerc4[00] +\end_layout + +\end_inset + +Why is the most significant byte used in the first line of program (14), + instead of some other byte? +\end_layout + +\begin_layout Standard +\begin_inset ERT +status open + +\begin_layout Plain Layout + + +\backslash +answer +\end_layout + +\end_inset + +It follows Algorithm B, + and it's the byte that's the most random. +\end_layout + +\begin_layout Standard +\begin_inset ERT +status open + +\begin_layout Plain Layout + + +\backslash +rexerc5[20] +\end_layout + +\end_inset + +Discuss using +\begin_inset Formula $X_{n}=Y_{n}$ +\end_inset + + in Algorithm M, + in order to improve the speed of generation. + Is the result analogous to Algorithm B? +\end_layout + +\begin_layout Standard +\begin_inset ERT +status open + +\begin_layout Plain Layout + + +\backslash +answer +\end_layout + +\end_inset + +This would use the next element in the sequence to choose which of the previous elements to use. + By the discussion about Exercise 15, + the period of the sequence would be the same as the original one, + and the resulting might actually be less random. + This is different than Algorithm B where the element used to choose is the one that was chosen from the table in the previous iteration, + so the index +\begin_inset Formula $j$ +\end_inset + + itself is shuffled. +\end_layout + +\begin_layout Standard +\begin_inset ERT +status open + +\begin_layout Plain Layout + + +\backslash +exerc6[10] +\end_layout + +\end_inset + +In the binary method (10), + the text states that the low-order bit of +\family typewriter +X +\family default + is random, + if the code is performed repeatedly. + Why isn't the entire +\emph on +word +\emph default + +\family typewriter +X +\family default + random? +\end_layout + +\begin_layout Standard +\begin_inset ERT +status open + +\begin_layout Plain Layout + + +\backslash +answer +\end_layout + +\end_inset + +Because there is a high correlation between one element and the next: + if the higher order bit is 0, + the next word is simply twice the previous one. +\end_layout + +\begin_layout Standard +\begin_inset ERT +status open + +\begin_layout Plain Layout + + +\backslash +rexerc9[M24] +\end_layout + +\end_inset + +(R. + R. + Coveyou.) Use the result of exercise 8 to prove that the modified middle-square method (4) has a period of length +\begin_inset Formula $2^{e-2}$ +\end_inset + +. +\end_layout + +\begin_layout Standard +\begin_inset ERT +status open + +\begin_layout Plain Layout + + +\backslash +answer +\end_layout + +\end_inset + +After several trials of the middle-square method, + we hypothesize that, + when +\begin_inset Formula $e\geq2$ +\end_inset + +, + +\begin_inset Formula $X_{n}=4Y_{n}+2$ +\end_inset + + for each +\begin_inset Formula $n\geq0$ +\end_inset + +, + where +\begin_inset Formula $(Y_{n})_{n}$ +\end_inset + + is the quadratic congruential sequence given by +\begin_inset Formula +\begin{align*} +X_{0} & =4Y_{0}+2, & Y_{n+1} & =(4Y_{n}+1)(Y_{n}+1)\bmod2^{e-2}. +\end{align*} + +\end_inset + +This sequence has +\begin_inset Formula $d=4$ +\end_inset + +, + +\begin_inset Formula $a=5$ +\end_inset + +, + and +\begin_inset Formula $c=1$ +\end_inset + +, + so it meets the conditions from exercise 8 and therefore has period +\begin_inset Formula $2^{e-2}$ +\end_inset + +. + We can prove this identity by induction, + as if +\begin_inset Formula $X_{n}=4Y_{n}+2$ +\end_inset + +, + then +\begin_inset Formula +\begin{multline*} +X_{n+1}=X_{n}(X_{n}+1)\bmod2^{e}=(4Y_{n}+2)(4Y_{n}+3)\bmod2^{e}=\\ +=16Y_{n}^{2}+20Y_{n}+6\bmod2^{e}=4(4Y_{n}+1)(Y_{n}+1)+2\bmod2^{e}=4Y_{n+1}+2. +\end{multline*} + +\end_inset + + +\end_layout + +\begin_layout Standard +\begin_inset ERT +status open + +\begin_layout Plain Layout + + +\backslash +rexerc22[M24] +\end_layout + +\end_inset + +The text restricts discussion of the extended linear sequences (8) to the case that +\begin_inset Formula $m$ +\end_inset + + is prime. + Prove that reasonably long periods can also be obtained when +\begin_inset Formula $m$ +\end_inset + + is +\begin_inset Quotes eld +\end_inset + +squarefree, +\begin_inset Quotes erd +\end_inset + + that is, + the product of distinct primes. + (Examinations of Table 3.2.1.1–1 shows that +\begin_inset Formula $m=w\pm1$ +\end_inset + + often satisfies this hypothesis; + many of the results of the text can therefore be carried over to that case, + which is somewhat more convenient for calculation.) +\end_layout + +\begin_layout Standard +\begin_inset ERT +status open + +\begin_layout Plain Layout + + +\backslash +answer +\end_layout + +\end_inset + +If +\begin_inset Formula $m=p_{1}\cdots p_{t}$ +\end_inset + + where the +\begin_inset Formula $p_{k}$ +\end_inset + + are distinct primes, + then integers +\begin_inset Formula $a\in\{0,\dots,m-1\}$ +\end_inset + + can be associated with the tuples +\begin_inset Formula $(a\bmod p_{1},\dots,a\bmod p_{t})$ +\end_inset + + because of the Chinese remainder theorem. + Furthermore, + equation (8) respects this association, + in the sense that +\begin_inset Formula $X_{n}\bmod p_{i}=((a_{1}\bmod p_{i})(X_{n-1}\bmod p_{i})+\dots+(a_{k}\bmod p_{i})(X_{n-k}\bmod p_{i}))\bmod p_{i}$ +\end_inset + + and therefore we could as well calculate the sequence using these +\begin_inset Quotes eld +\end_inset + +coordinates +\begin_inset Quotes erd +\end_inset + +. + We also know that the +\begin_inset Formula $a_{j}\bmod p_{i}$ +\end_inset + + can be chosen to make +\begin_inset Formula $(X_{n}\bmod p_{i})_{n}$ +\end_inset + + have period +\begin_inset Formula $p_{i}^{k}-1$ +\end_inset + +, + so the +\begin_inset Formula $a_{j}$ +\end_inset + + can be chosen to make +\begin_inset Formula $(X_{n})_{n}$ +\end_inset + + have period +\begin_inset Formula $\text{lcm}\{p_{1}^{k}-1,\dots,p_{t}^{k}-1\}$ +\end_inset + +, + which we deem reasonably long. +\end_layout + +\begin_layout Standard +\begin_inset ERT +status open + +\begin_layout Plain Layout + + +\backslash +exerc23[20] +\end_layout + +\end_inset + +Discuss the sequence defined by +\begin_inset Formula $X_{n}=(X_{n-55}-X_{n-24})\bmod m$ +\end_inset + + as an alternative to (7). +\end_layout + +\begin_layout Standard +\begin_inset ERT +status open + +\begin_layout Plain Layout + + +\backslash +answer +\end_layout + +\end_inset + +The period is still at least +\begin_inset Formula $2^{55}-1$ +\end_inset + +, + since the sequence defined by the lowest bit in (7) has this period and the one defined by the lowest bit in this formula is exactly the same. + We don't know if exercise 30 still applies as we haven't done it. +\end_layout + +\begin_layout Standard +\begin_inset ERT +status open + +\begin_layout Plain Layout + + +\backslash +begin{samepage} +\end_layout + +\end_inset + + +\begin_inset ERT +status open + +\begin_layout Plain Layout + + +\backslash +rexerc33[M23] +\end_layout + +\end_inset + + +\end_layout + +\begin_layout Enumerate +Let +\begin_inset Formula $g_{n}(z)=X_{n+30}+X_{n+29}z+\dots+X_{n}z^{30}+X_{n+54}z^{31}+\dots+X_{n+31}z^{54}$ +\end_inset + +, + where the +\begin_inset Formula $X$ +\end_inset + +'s satisfy the lagged Fibonacci recurrence (7). + Find a simple relation between +\begin_inset Formula $g_{n}(z)$ +\end_inset + + and +\begin_inset Formula $g_{n+t}(z)$ +\end_inset + +. +\end_layout + +\begin_layout Enumerate +Express +\begin_inset Formula $X_{500}$ +\end_inset + + in terms of +\begin_inset Formula $X_{0},\dots,X_{54}$ +\end_inset + +. +\end_layout + +\begin_layout Standard +\begin_inset ERT +status open + +\begin_layout Plain Layout + + +\backslash +end{samepage} +\end_layout + +\end_inset + + +\end_layout + +\begin_layout Standard +\begin_inset ERT +status open + +\begin_layout Plain Layout + + +\backslash +answer +\end_layout + +\end_inset + + +\begin_inset Note Greyedout +status open + +\begin_layout Plain Layout +(I obviously had to look at the answers.) +\end_layout + +\end_inset + + +\end_layout + +\begin_layout Enumerate +\begin_inset Formula +\begin{align*} +g_{n+1}(z) & =X_{n+31}+X_{n+30}z+\dots+X_{n+1}z^{30}+X_{n+55}z^{31}+\dots+X_{n+32}z^{54}\\ + & =zg_{n}(z)+X_{n+31}-X_{n}z^{31}+X_{n+55}z^{31}-X_{n+31}z^{55}\\ + & =zg_{n}(z)+X_{n+31}(z^{31}-z^{55}+1)+km, +\end{align*} + +\end_inset + +for some small integer +\begin_inset Formula $k$ +\end_inset + +. + If we see the +\begin_inset Formula $g_{n}$ +\end_inset + + as polynomials on +\begin_inset Formula $z$ +\end_inset + +, + in the domain +\begin_inset Formula $\mathbb{Z}[X]$ +\end_inset + +, + then +\begin_inset Formula $g_{n+t}(z)\equiv z^{t}g_{n}(z)$ +\end_inset + + in +\begin_inset Formula $A\coloneqq\mathbb{Z}[X]/(m\mathbb{Z}[X]+(z^{55}-z^{31}-1)\mathbb{Z}[X])\cong\mathbb{Z}_{m}[X]/(z^{55}-z^{31}-1)\mathbb{Z}_{m}[X]$ +\end_inset + +. +\end_layout + +\begin_layout Enumerate +We prove by strong induction that, + if +\begin_inset Formula $a_{0}+\dots+a_{54}z^{54}=z^{k}\bmod(z^{55}-z^{31}-1)$ +\end_inset + + in +\begin_inset Formula $\mathbb{Z}_{m}[X]$ +\end_inset + +, + then +\begin_inset Formula $X_{k}=a_{0}X_{0}+\dots+a_{54}X^{54}\bmod m$ +\end_inset + +. + If +\begin_inset Formula $k<55$ +\end_inset + +, + this is obvious; + otherwise +\begin_inset Formula $X_{k}=X_{k-55}+X_{k-24}$ +\end_inset + + and +\begin_inset Formula $z^{k}\bmod(z^{55}-z^{31}-1)=(z^{k-55}+z^{k-24})\bmod(z^{55}-z^{31}-1)$ +\end_inset + + by the division algorithm. + With this, + we run +\family typewriter +divide(z^500, + z^55-z^31-1, + z) +\family default + in Maxima and we get that +\begin_inset Formula $X_{500}=120X_{54}+462X_{50}+455X_{57}+X_{44}+120X_{43}+1001X_{40}+18X_{37}+9X_{36}+1287X_{33}+16X_{30}+462X_{26}+105X_{23}+210X_{19}+364X_{16}+X_{13}+36X_{12}+715X_{9}+17X_{6}+X_{5}+792X_{2}\bmod m$ +\end_inset + +. +\end_layout + +\end_body +\end_document -- cgit v1.2.3